Optimal sequential multiple hypothesis tests

zbMath1167.62453arXiv0811.1297MaRDI QIDQ3637509

Andrey Novikov

Publication date: 10 July 2009

Full work available at URL: https://arxiv.org/abs/0811.1297

zbMATH Keywords

hypothesis testingsequential analysismultiple hypothesesdependent observationsdiscrete-time stochastic processoptimal sequential testBayes sequential test

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)

Related Items (11)

Information inequalities for characteristics of group-sequential test with groups of observations of random size ⋮ Detecting changes in real-time data: a user’s guide to optimal detection ⋮ Bayesian sequential joint detection and estimation under multiple hypotheses ⋮ Sequential multiple hypothesis testing in presence of control variables ⋮ A numerical approach to sequential multi-hypothesis testing for Bernoulli model ⋮ Unnamed Item ⋮ Step-up and step-down methods for testing multiple hypotheses in sequential experiments ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ Locally most powerful sequential tests of a simple hypothesis vs. one-sided alternatives ⋮ Characterization of optimality in classes of ``truncatable stopping rules ⋮ CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

Cites Work

• Locally most powerful sequential tests
• Some Properties of Generalized Sequential Probability Ratio Tests
• Structure of sequential tests minimizing an expected sample size
• Testing Statistical Hypotheses
• On Sequential Tests Which Minimize the Maximum Expected Sample Size
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